CME Swiss Franc Future June 2021
| Trading Metrics calculated at close of trading on 07-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2021 |
07-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0962 |
1.1027 |
0.0065 |
0.6% |
1.0969 |
| High |
1.1036 |
1.1116 |
0.0080 |
0.7% |
1.1116 |
| Low |
1.0945 |
1.1007 |
0.0062 |
0.6% |
1.0923 |
| Close |
1.1014 |
1.1108 |
0.0094 |
0.9% |
1.1108 |
| Range |
0.0091 |
0.0109 |
0.0018 |
19.8% |
0.0193 |
| ATR |
0.0068 |
0.0071 |
0.0003 |
4.3% |
0.0000 |
| Volume |
22,171 |
27,610 |
5,439 |
24.5% |
105,550 |
|
| Daily Pivots for day following 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1404 |
1.1365 |
1.1168 |
|
| R3 |
1.1295 |
1.1256 |
1.1138 |
|
| R2 |
1.1186 |
1.1186 |
1.1128 |
|
| R1 |
1.1147 |
1.1147 |
1.1118 |
1.1167 |
| PP |
1.1077 |
1.1077 |
1.1077 |
1.1087 |
| S1 |
1.1038 |
1.1038 |
1.1098 |
1.1058 |
| S2 |
1.0968 |
1.0968 |
1.1088 |
|
| S3 |
1.0859 |
1.0929 |
1.1078 |
|
| S4 |
1.0750 |
1.0820 |
1.1048 |
|
|
| Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1628 |
1.1561 |
1.1214 |
|
| R3 |
1.1435 |
1.1368 |
1.1161 |
|
| R2 |
1.1242 |
1.1242 |
1.1143 |
|
| R1 |
1.1175 |
1.1175 |
1.1126 |
1.1209 |
| PP |
1.1049 |
1.1049 |
1.1049 |
1.1066 |
| S1 |
1.0982 |
1.0982 |
1.1090 |
1.1016 |
| S2 |
1.0856 |
1.0856 |
1.1073 |
|
| S3 |
1.0663 |
1.0789 |
1.1055 |
|
| S4 |
1.0470 |
1.0596 |
1.1002 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1116 |
1.0923 |
0.0193 |
1.7% |
0.0075 |
0.7% |
96% |
True |
False |
21,110 |
| 10 |
1.1116 |
1.0905 |
0.0211 |
1.9% |
0.0072 |
0.6% |
96% |
True |
False |
21,174 |
| 20 |
1.1116 |
1.0807 |
0.0309 |
2.8% |
0.0067 |
0.6% |
97% |
True |
False |
19,121 |
| 40 |
1.1116 |
1.0576 |
0.0540 |
4.9% |
0.0070 |
0.6% |
99% |
True |
False |
19,548 |
| 60 |
1.1307 |
1.0576 |
0.0731 |
6.6% |
0.0072 |
0.7% |
73% |
False |
False |
14,237 |
| 80 |
1.1359 |
1.0576 |
0.0783 |
7.0% |
0.0069 |
0.6% |
68% |
False |
False |
10,699 |
| 100 |
1.1469 |
1.0576 |
0.0893 |
8.0% |
0.0066 |
0.6% |
60% |
False |
False |
8,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1579 |
|
2.618 |
1.1401 |
|
1.618 |
1.1292 |
|
1.000 |
1.1225 |
|
0.618 |
1.1183 |
|
HIGH |
1.1116 |
|
0.618 |
1.1074 |
|
0.500 |
1.1062 |
|
0.382 |
1.1049 |
|
LOW |
1.1007 |
|
0.618 |
1.0940 |
|
1.000 |
1.0898 |
|
1.618 |
1.0831 |
|
2.618 |
1.0722 |
|
4.250 |
1.0544 |
|
|
| Fisher Pivots for day following 07-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1093 |
1.1079 |
| PP |
1.1077 |
1.1049 |
| S1 |
1.1062 |
1.1020 |
|